Published by SIAM - Society for Industrial and Applied Mathematics, 2025
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Published by MP-SIA SIAM - Society for Industrial and Applied M, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by Society for Industrial and Applied Mathematics,U.S., US, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Add to basketPaperback. Condition: New. Using material from many different sources in a systematic and unified way, this self-contained book provides both rigorous mathematical theory and practical numerical insights while developing a framework for determining the convergence rate of discrete approximations to optimal control problems. Elements of the framework include the reference point, the truncation error, and a stability theory for the linearized first-order optimality conditions.Within this framework, the discretized control problem has a stationary point whose distance to the reference point is bounded in terms of the truncation error. The theory applies to a broad range of discretizations and provides completely new insights into the convergence theory for discrete approximations in optimal control, including the relationship between orthogonal collocation and Runge-Kutta methods.Throughout the book, derivatives associated with the discretized control problem are expressed in terms of a back-propagated costate. In particular, the objective derivative of a bang-bang or singular control problem with respect to a switch point of the control are obtained, which leads to the efficient solution of a class of nonsmooth control problems using a gradient-based optimizer.
Published by MPSIA SIAM Society for Industrial and Applied M, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by Society for Industrial & Applied Mathematics,U.S., 2025
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Published by Society for Industrial & Applied Mathematics,U.S., 2025
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Published by Society for Industrial & Applied Mathematics,U.S., 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by John Wiley & Sons, John Wiley & Sons, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
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Published by SIAM - Society for Industrial and Applied Mathematics, 2025
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Published by Society for Industrial and Applied Mathematics,U.S., US, 2025
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Add to basketPaperback. Condition: New. Using material from many different sources in a systematic and unified way, this self-contained book provides both rigorous mathematical theory and practical numerical insights while developing a framework for determining the convergence rate of discrete approximations to optimal control problems. Elements of the framework include the reference point, the truncation error, and a stability theory for the linearized first-order optimality conditions.Within this framework, the discretized control problem has a stationary point whose distance to the reference point is bounded in terms of the truncation error. The theory applies to a broad range of discretizations and provides completely new insights into the convergence theory for discrete approximations in optimal control, including the relationship between orthogonal collocation and Runge-Kutta methods.Throughout the book, derivatives associated with the discretized control problem are expressed in terms of a back-propagated costate. In particular, the objective derivative of a bang-bang or singular control problem with respect to a switch point of the control are obtained, which leads to the efficient solution of a class of nonsmooth control problems using a gradient-based optimizer.
Published by SIAM - Society for Industrial and Applied Mathematics, 2025
ISBN 10: 1611978254 ISBN 13: 9781611978254
Language: English
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